Best ideas showcase: Quants and others

Thu Mar 22, 2012

Kenny Arnott, Arnott Capital
Barry Goodman, Millburn Ridgefield Corporation
Kin Leung Chan, Rega Technologies
Christopher McGuire, Phalanx Capital Management

Neil Wilson, HedgeFund Intelligence

Christopher McGuire

Kin Leung Chan
Barry Goodman
Kenny Arnott
The audience had to listen carefully to the last session of the day as the speakers waxed lyrical and technical about the markets and their funds.

Millburn Ridgefield Corporation’s Barry Goodman argued that a systematic CTA strategy is one of the best asset classes in the alternative space, because it can profit during both short and long periods without bias, has dynamic correlation properties and price transparency. "The strategy makes money when stocks both rise and fall. Adding managed futures to a basket of traditional investments significantly improves a portfolio’s efficient frontier," he said.

Kenny Arnott described how his firm has spun out the purely quant portion of its original fund. "One of the key...

ISSN: 2151-1845 / CDC10004H

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